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person:"Lakonishok, Josef"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Demirtas, K. Ozgur"
~person:"Subrahmanyam, Avanidhar"
~person:"Timmermann, Allan"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
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Kapitaleinkommen
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Lakonishok, Josef
Demirtas, K. Ozgur
Subrahmanyam, Avanidhar
Timmermann, Allan
Bali, Turan G.
6
Titman, Sheridan
5
Wei, K. C. John
4
Bollen, Nicolas P. B.
3
Chan, Louis K. C.
3
Da, Zhi
3
Doukas, John A.
3
Jiang, George J.
3
Karceski, Jason
3
Wohl, Avi
3
Zhou, Guofu
3
Zhou, Hao
3
Agrawal, Anup
2
Bekaert, Geert
2
Ben-Rephael, Azi
2
Brickley, James A.
2
Brown, Stephen J.
2
Christoffersen, Peter F.
2
Crane, Alan D.
2
Dahlquist, Magnus
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Evgeniou, Theodoros
2
Faccio, Mara
2
Favero, Carlo A.
2
Feunou, Bruno
2
Gibson, Rajna
2
Guo, Hui
2
Han, Yufeng
2
Ivković, Zoran
2
Jegadeesh, Narasimhan
2
Karolyi, G. Andrew
2
Kim, Chansog
2
Kim, Dongcheol
2
Kosowski, Robert L.
2
Loughran, Tim
2
McConnell, John J.
2
McQueen, Grant R.
2
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Journal of financial and quantitative analysis : JFQA
NBER working paper series
13
Journal of financial economics
12
Working paper / National Bureau of Economic Research, Inc.
11
The journal of finance : the journal of the American Finance Association
10
Discussion paper / Department of Economics, University of California San Diego
8
Discussion paper series / LSE Financial Markets Group
6
Journal of banking & finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
NBER Working Paper
5
The review of financial studies
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International journal of forecasting
4
DAE working paper
3
Discussion paper / Centre for Economic Policy Research
3
Fisher College of Business working paper series
3
Journal of econometrics
3
Journal of empirical finance
3
The economic journal : the journal of the Royal Economic Society
3
Working paper
3
Working papers / Brandeis University, Department of Economics and International Business School
3
Applied economics
2
Discussion paper / Centre for Economic Forecasting
2
Discussion paper in financial economics : FE
2
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2
European financial management : the journal of the European Financial Management Association
2
Pacific-Basin finance journal
2
Stock market liquidity : implications for market microstructure and asset pricing
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Birkbeck working papers in economics and finance : BWPEF
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Discussion paper / the Pensions Institute, Birkbeck College, University of London
1
Economic policy : a European forum
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Essays in nonlinear time series econometrics
1
European finance review : the official journal of the European Finance Association
1
Financial accounting and investment management ; Vol. I
1
Forecasting volatility in the financial markets
1
IMF working paper
1
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ECONIS (ZBW)
8
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1
Robust measurement of beta risk
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
Saved in:
2
The risk and return from factors
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
Saved in:
3
Is there an intertemporal relation between downside risk and expected returns?
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
4
,
pp. 883-909
Persistent link: https://www.econbiz.de/10003901202
Saved in:
4
The term structure of bond market liquidity and its implications for expected bond returns
Goyenko, Ruslan
;
Subrahmanyam, Avanidhar
;
Ukhov, Andrey
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
1
,
pp. 111-139
Persistent link: https://www.econbiz.de/10008991268
Saved in:
5
Cognitive dissonance, sentiment, and momentum
Antoniou, Constantinos
;
Doukas, John A.
;
Subrahmanyam, …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
1
,
pp. 245-275
Persistent link: https://www.econbiz.de/10009772359
Saved in:
6
Analysts' conflicts of interest and biases in earnings forecasts
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
4
,
pp. 893-913
Persistent link: https://www.econbiz.de/10003586809
Saved in:
7
Aggregate earnings, firm-level earnings, and expected stock returns
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Tehranian, Hassan
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
3
,
pp. 657-684
Persistent link: https://www.econbiz.de/10003757790
Saved in:
8
Equity trading activity and treasury bond risk premia
Schraeder, Stefanie
;
Sojli, Elvira
;
Subrahmanyam, Avanidhar
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
2
,
pp. 677-710
Persistent link: https://www.econbiz.de/10014309233
Saved in:
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